C. Roth

A mollified space marching finite differences algorithm for the inverse heat conduction problem with slab symmetry

Diego A. Murio, L. Guo, D. Murio, 1990 .

Q-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market

V. Anh, C. Roth, W. Grecksch, 2009 .

An integral solution for the inverse heat conduction problem after the method of Weber

D. Murio, C. Roth, 1988 .

A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations

C. Roth, Christian Roth, 2006 .

Weak approximations of solutions of a first order hyperbolic stochastic partial differential equation

Christian Roth, C. Roth, 2007, Monte Carlo Methods Appl..

Difference Methods for Stochastic Partial Differential Equations

C. Roth, Ch. Roth, 2002 .